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Application of duration measure in quantifying the sensitivity of project returns to changes in discount rates
Yousefi, Vahidreza; Yakhchali, Siamak Haji; … - In: Administrative Sciences : open access journal 9 (2019) 1/13, pp. 1-14
In this research, the concept of Duration with a new application in project management has been defined. The Duration of each project provides the project manager with a combined measure containing concepts of return, cost and time of the project. Further in this article, the changes in project...
Persistent link: https://www.econbiz.de/10012126909
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Value at risk models in Indian markets : a predictive ability evaluation study
Goel, Kushagra; Oswal, Sunny - In: Theoretical economics letters 9 (2019) 8, pp. 2824-2838
Persistent link: https://www.econbiz.de/10012214623
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Considering the dependence between the credit loss severity and the probability of default in the estimate of portfolio credit risk : an experimental analysis
Di Clemente, Annalisa - In: Studi economici : rivista quadrimestrale 68 (2013) 1, pp. 5-24
Persistent link: https://www.econbiz.de/10010389432
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Value-at-risk: the comparison of state-of-the-art models on varous assets
Kielak, Karol; Ślepaczuk, Robert - 2020
Persistent link: https://www.econbiz.de/10012322235
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The effects of wind generation capacity on electricity prices and generation costs : a Monte Carlo analysis
Lynch, Muireann Á.; Curtis, John A. - In: Applied economics 48 (2016) 1/3, pp. 133-151
Persistent link: https://www.econbiz.de/10011412612
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Value-at-risk time scaling : a Monte Carlo approach
Malataliana, Moepa; Rigotard, Michael - In: The journal of risk model validation 10 (2016) 1, pp. 47-57
Persistent link: https://www.econbiz.de/10011485151
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Modeling fund and portfolio risk : a bi-modal approach to analyzing risk in turbulent markets
Karagiannidis, Iordanis; Wilford, D. S. - In: Review of financial economics : RFE 25 (2015), pp. 19-26
Persistent link: https://www.econbiz.de/10011498207
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Explicit diversification benefit for dependent risks
Dacorogna, Michel M.; Elbahtouri, Laila; Kratz, Marie - 2015
Persistent link: https://www.econbiz.de/10011453763
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Nonparametric factor analytic risk measurement in common stocks in financial firms : evidence from Korean firms
Baek, Seungho; Cursio, Joseph D.; Cha, Seung Y. - In: Asia-Pacific journal of financial studies 44 (2015) 4, pp. 497-536
Persistent link: https://www.econbiz.de/10011470947
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Calculating capital charges for sector concentration risk
Kurtz, Cornelius; Lütkebohmert-Holtz, Eva; Sester, Julian - In: The journal of credit risk : published quarterly by … 14 (2018) 4, pp. 35-67
Persistent link: https://www.econbiz.de/10012041800